It's been rattling around my head recently that Discworld is almost anti-whimsy, and I mean that in a good way.
Whimsy, as I define it, is when something magical is put in just to wow the reader. A magic thing that doesn't really effect the story, but its fantastical. Pots cleaning themselves? Moving paintings? A fantastical creature used as set dressing? A spell that does something cool but we'll never hear about it again? What do they mean? Why are they there? Doesn't matter, we're moving on.
But Discworld always applies Logic to these things.
e.g. The old idea of all dwarfs having beards? Ha ha, even the women have beards. How silly.
But that means all dwarfs are men. But there are female dwarfs, right? Are they happy being men? What if you gave one the chance not to be a man? Oh, sure, they'd still have the beard, the helmet, the axe, those are cultural, but what if a dwarf wanted to be a woman? How would other dwarfs react? Would there be biting insults? Snide remarks? Jealousy from other female dwarfs trapped in their society? What if the Low King were a woman? What then?
Pratchett always had this tenacity to follow a whimsical idea until it was ground down in its own grim reality. It's like those old conversations about what would really happen if Superman caught you falling from a high building. You'd smash on his arms because you're still hitting something indestructible at terminal velocity. But the comics would never show that.
Pratchett shows that.
Introduces a werewolf? She has a constant identity crisis and feels like a dog sometimes, between human and wolf, and she's discriminated against in places for being undead. A conman running a bank? Forces everyone to realise how useless gold really is in a scathing indictment of economics. Death becomes Santa? But WHY DOES THE LITTLE MATCH GIRL NEED TO DIE? WHY THE UNFAIRNESS IN THE WORLD? WHY?
What can the harvest hope for, if not the care of the Reaper Man?
It's what sets these stories apart from so many others. Magic is never the solution, reality is usually the solution. And little is introduced without Pratchett delving the idea to its depths, sooner or later.